I don't post on here much, but I've been following different articles on this site for years. I'm a sysadmin who converted to the dba role. After enough times of the boss telling you to install and support sql because it "runs on the server" you are forced to learn a thing or 2...
I agree with everyone who has posted to try to pre-allocate and all the preventative maintenance items. Those are all great things and should be done. Unfortunately, sometimes you are the guy who walks into a new employer or client and finds a big mess looking like the red screenshot from this article. You know the previous guys didn't do it right, but you have to clean it up...
The other posters had some good suggestions for maintaining fragmentation of the physical files on the volume. Another option is contig which is a free download, but you'd have to setup a quick script to run it. I like to use smaller files in the same file group to make if you have to defrag easier, so does maintaining 40% free space on that volume, or making sure that the free space is > size of teh largest file by a bit.
I always start by checking partition alignment and sector size. Someone asked for the commands, they are documented in multiple articles online and google/bing should find them easily. If you have trouble try this in a command prompt on 2003 or an admin prompt on 2008+:
fsutil fsinfo ntfsinfo <driveletter:>
if you see 4096 displayed for "Bytes per cluster" you are formatted as the default settings from windows. You would like to see a value of 65536 in this field. Security best practices say don't enable xp_cmdshell, but you could run this command using that feature if you wanted to. Perhaps on the flavors of 2008 that support powershell SQL jobs you could investigate running it there.
For partition alignment same as above, google/bing work or run diskpart:
select disk (number of disk you are checking)
this will display all parititons on the disk along with their offset - you will see 1024 on 2008 servers and on 2003 the default is 32k. If you ran the command : create partition primary set align=64 (in diskpart) when you created the partition then you will see 64k. I've been formatting my new volumes on 2003 servers scheduled for upgrade to sql 2008 as 1024 so they match what Windows 2008 is doing by default. The upgrade is mostly migration, moving from older windows 2003/sql2000 to 2008r2/sql2008r2.
So far so good 51/75 sql 2000 boxes to upgrade remain...